第三章 时间数列分析.pptVIP

* 例： 某地区粮食产量1985—1987年平均发展速度是1.03，1988—1989年平均发展速度是1.05，1990年比1989年增长６％，试求1985—1990年的平均发展速度。 * * （２）平均增长速度的计算 平均增长速度=平均发展速度－1 * 例： * * 计算：某企业1996-2000年产量增长速度已知资料 年份 1996 1997 1998 1999 2000 环比增长速度% 20 ② 25 15 ⑤ 定基增长速度% ① 50 ③ ④ 132.2 * ①=20% ②=【（1+50%）/(1+20%)】-1=25% ③=【（1+20%）X(1+25%)X(1+25%)】-1=87.5% ④=【（1+87.5%）X(1+15%)】-1=115.6% ⑤=【（1+132.5%）/(1+115.6%)】-1=7.8% * 四、 现象变动的趋势分析 一、概述 时间数列中各项发展水平的发展变化，是由许多复杂因素共同作用的结果。影响因素归纳起来大体有四种：长期趋势、季节变动、循环变动和不规则变动。 * 1. 长期趋势　 长期趋势指现象在一段较长的时间内，由于普遍的、持续的、决定性的基本因素的作用，使发展水平沿着一个方向，逐渐向上或向下变动的趋势叫长期趋势。认识和掌握事物的长期趋势，可以把握事物发展变化的基本特点。 * Trend: The long-term general change in the level of the data with a duration of longer than a year. It can be linear （straight line） or non-linear （smooth curve）, like e.g. quadratic etc. t Yt exponential * ２、季节变动　 季节变动指现象受季节的影响而发生的变动。即现象在一年内或更短的时间内随着时序的更换，呈现周期重复的变化。季节变动的原因，既有自然因素又有社会因素。 * Seasonal variations: Regular wavelike fluctuations of constant length, repeating themselves within a period of no longer than a year. Seasonal variations are usually associated with the four seasons of the year, but they may also refer to any systematic pattern that occurs during a month, a week or even a single day. t Yt * ３、循环变动　 指现象发生的周期比较长的涨落起伏变动。多指经济发展兴衰相替之变动。 * Peak Cyclical variations: Wavelike movements, quasi regular fluctuations around the long-term trend, lasting longer than a year. Beginning trough Ending trough The time gap between the beginning trough and ending trough is the length of the cycle, while the vertical distance between the through and the peak is the amplitude of the cycle. t Yt * The time period between the beginning trough and the peak is called expansion phase, while the period between the peak and the ending trough is termed contraction phase. Cyclical variations are often attributed to business cycles, i.e. to the ups and downs in the general level of business activity. However, while seasonal variations are absolutely regular and occur over calendar periods no longer